Journal: Central European Journal of Operations Research

Found 469 papers in total
Interval convex quadratic programming problems in a general form
2017,
This paper addresses the problem of computing the minimal and the maximal optimal...
Does the location and the institutional background matter in convergence modelling of the EU regions?
2017,
The paper focuses on the testing of regional income convergence of NUTS2 EU regions...
Approximating incompletely defined utility functions of qualitative multi-criteria modeling method DEX
2017,
Decision analysis is aimed at supporting people who make decisions in order to satisfy...
Semi-fair design of emergency service system with failing centers
2017,
This paper deals with the semi‐fair emergency system design problem with...
A qualitative multi-criteria modelling approach to the assessment of electric energy production technologies in Slovenia
2017,
A methodological approach to the strategic evaluation of electric energy production...
Newsvendor problem under complete uncertainty: a case of innovative products
2017,
The paper presents a new scenario‐based decision rule for the classical version...
Probabilistic time-dependent vehicle routing problem
2017,
The probabilistic time‐dependent vehicle routing problem is presented in this...
Frequency assignment problem in networks with limited spectrum
2017,
The frequency assignment problem (FAP) asks for assigning frequencies (channels) in a...
Two-echelon location routing synchronized with production schedules and time windows
2017,
In this paper we study a problem that arose while planning the delivery of perishable...
Hybrid genetic algorithms with selective crossover for the capacitated p-median problem
2017,
The paper suggests two ways of combining a genetic algorithm with integer programming...
Economic model predictive inventory routing and control
2017,
The paper proposes an economic model predictive control (EMPC) strategy for the...
Option pricing in a conditional Bilateral Gamma model
2014,
We propose a conditional Bilateral Gamma model, in which the shape parameters of the...
Are we using the wrong letters? An analysis of executive stock option Greeks
2014,
Greek letters, in particular delta and vega based on the Black–Scholes model...
Downside risk in multiperiod tracking error models
2014,
The recent crisis made it evident that replicating the performance of a benchmark is...
Adjustable and fixed interest rates mortgage markets modelling
2014,
Due to recent developments in credit markets, the interdependencies among fixed rate...
N-tuple S&P patterns across decades, 1950‐2011
2014,
Numerous studies have analyzed the movements of the S&P 500 index using several...
Market efficiency of the Post Communist East European stock markets
2014,
The stock markets from Post Communist East‐European Countries are still...
A stochastic model for investments in different technologies for electricity production in the long period
2014,
We present a single stage stochastic mixed integer linear model for determining the...
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
2014,
Single‐name Credit Default Swaps (CDS) are considered the main providers of...
Social optimality in the constructed‐capital model
2014,
In the constructed‐capital model, the steady state is derived under the...
Allocating slacks in stochastic PERT network
2014,
The SPERT problem was defined, in a game theory framework, as the fair allocation of...
Coordinating a three‐stage supply chain with competing manufacturers
2014,
It is common for multiple manufacturers to compete in one common market. This paper...
The influence of face‐to‐face communication: a principal‐agent experiment
2014,
The principal‐agent problem is an interesting problem involved in many everyday...
Individual versus overarching protection and attack of assets
2014,
Two agents protect and attack a collection of assets overarchingly versus...
Papers per page: